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Boston Scientific Corp

Provider: Exchange
Annualised Return 9.27%
Realised Volatility 28.33%
Downside Volatility 19.07%
Max Drawdown -72.14%
Winning months 56.28%
Sharpe Ratio 0.33
Sortino Ratio 0.49
Calmar Ratio 0.13
Viking Ratio 0.26
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 9.43% 4.66% 3.44% 4.94% 5.15% 1.91% -4.06% 10.71% 2.46% 0.26% 7.51% 56.25%
2023 -0.04% 1.02% 7.08% 4.18% -1.23% 5.07% -4.14% 4.03% -2.11% -3.05% 9.18% 3.44% 24.94%
2022 0.99% 2.96% 0.27% -4.92% -2.61% -9.12% 10.14% -1.8% -3.92% 11.31% 5.01% 2.21% 8.92%
2021 -1.42% 9.42% -0.34% 12.81% -2.41% 0.49% 6.64% -0.99% -3.9% -0.6% -11.73% 11.58% 18.16%
2020 -7.41% -10.7% -12.73% 14.86% 1.36% -7.58% 9.85% 6.35% -6.85% -10.31% -3.27% 8.45% -20.5%
2019 7.95% 5.16% -4.34% -3.28% 3.48% 11.9% -1.21% 0.64% -4.77% 2.48% 3.72% 4.55% 27.96%
2018 12.79% -2.5% 0.22% 5.12% 5.81% 7.6% 2.78% 5.8% 8.27% -6.13% 4.23% -6.19% 42.56%
2017 11.23% 2.04% 1.3% 6.07% 2.46% 2.55% -3.97% 3.49% 5.88% -3.53% -6.61% -5.67% 14.61%
2016 -4.93% -3.14% 10.78% 16.53% 3.6% 2.91% 3.89% -1.89% -0.08% -7.56% -7% 5.72% 17.3%
2015 11.77% 14.11% 5.03% 0.39% 2.53% -3.12% -2.03% -3.46% -2.03% 11.46% 0% 0.88% 39.17%
2014 12.56% -3.18% 3.21% -6.73% 1.74% -0.47% 0.08% -0.78% -6.86% 12.45% -3.09% 2.95% 10.23%
2013 30.37% -1.07% 5.68% -4.1% 23.36% 0.32% 17.8% -3.11% 10.96% -0.43% -0.94% 3.8% 109.77%
2012 11.61% 4.36% -3.86% 4.68% -8.31% -1.22% -8.82% 4.45% 6.3% -10.45% 7.78% 3.43% 7.3%
2011 -7.79% 2.58% 0.42% 4.17% -4.14% -3.76% 3.62% -5.31% -12.83% -0.34% 0.17% -9.49% -29.46%
2010 -4.11% -10.31% -6.72% -4.71% -12.06% -4.13% -3.45% -7.32% 18.11% 4.24% 0.47% 17.91% -15.89%
2009 14.6% -20.86% 13.25% 5.79% 11.77% 7.87% 5.92% 9.4% -9.87% -23.32% 3.08% 7.53% 16.28%
2008 4.47% 3.62% 2.22% 3.57% -0.3% -7.52% -3.25% 5.63% -2.31% -26.41% -31.67% 25.45% -33.45%
2007 8.22% -11.6% -10.85% 6.19% 1.49% -2.11% -14.28% -2.43% 8.73% -0.57% -8.94% -7.92% -31.78%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).